17 different forecasts per year, we test for a possible asymmetry of the forecasters' loss function and estimate the … rationality of the forecasts under the assumption of a possibly asymmetric loss function and for the features of an optimal … forecast under the assumption of a generalized loss function. We find evidence for the existence of an asymmetric loss function …

conditions on the functional form of the loss function that ensure the proxy-based ranking to be consistent for the true one – i …

conditions on the functional form of the loss function that ensure the proxy-based ranking to be consistent for the true one - i …

17 different forecasts per year, we test for a possible asymmetry of the forecasters' loss function and estimate the … rationality of the forecasts under the assumption of a possibly asymmetric loss function and for the features of an optimal … forecast under the assumption of a generalized loss function. We find only limited evidence for the existence of an asymmetric …

the output gap should be equal to or even more important than that of inflation when designing a simple loss function to … represent household welfare. Moreover, we document that a loss function with nominal wage inflation and the hours gap provides …

reject rationality under a symmetric (Chile is an exception) but not under an asymmetric loss function. An overprediction …

symmetry of the loss function of exchange-rate forecasters and the rationality of their forecasts. Symmetry of the loss … function can be rejected for some forecasters but not all. Even when allowing for asymmetric loss functions, the predictions of …

implementation. An asymmetrical loss function is also proposed as the objective function for the design of the balanced CUSUM chart …

total cost, expressed in terms of upper and lower bounds based on piecewise linearisation of the first order loss function …

is considered under linear exponential loss function for estimation error and a fixed cost for each observation. Instead …